+127.6%
NOK vs JD
+20.5%
+107.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +8.7% | -2.6% | +11.3% | +9.2% |
| 30D | +12.5% | -15.4% | +27.9% | +15.7% |
| 3M | -20.7% | -5.0% | -15.7% | -20.4% |
| 6M | +36.2% | +0.9% | +35.2% | +35.1% |
| YTD | +64.1% | -2.5% | +66.6% | +63.6% |
| 1Y | +132.4% | -16.0% | +148.4% | +137.6% |
| 3Y | +182.9% | -8.5% | +191.4% | +174.4% |
| 5Y | +102.8% | -61.8% | +164.5% | +119.3% |
| All | +127.6% | +20.5% | +107.2% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling